Analysis of Stiff Markov Chains

DOI10.1287/IJOC.1.2.126MaRDI QIDQ4019978zbMATH OpenOpenAlexFDO

Authors Andrew Reibman, Kishor S. Trivedi, Sanjaya Kumar, Gianfranco Ciardo

Publication date 16 January 1993

Published in ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.1.2.126

zbMATH Keywords

approximation techniqueinventory modelsMarkov chainsReliability models

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Queueing theory (aspects of probability theory) (60K25)

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(7)

• Numerical transient analysis of Markov models
• Implicit ODE solvers with good local error control for the transient analysis of Markov models
• Structured analysis approaches for large Markov chains
• Reduction of Markov chains with two-time-scale state transitions
• Efficient Steady State Analysis of Multimodal Markov Chains
• Analyzing Glauber dynamics by comparison of Markov chains
• A software package tool for Markovian computing models with many states: Principles and its applications

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